Find the minimal value of z , z = x 2 + 2 x y + 3 y 2 + 2 x + 6 y + 4
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If z = f ( x , y ) , then we can calculate g r a d ( f ) = 0 . This yields the partial derivatives:
f x = 2 x + 2 y + 2 = 0 ;
f y = 2 x + 6 y + 6 = 0
or ( x , y ) = ( 0 , − 1 ) as the critical point. The Hessian matrix F ( x , y ) at this critical point computes to:
F ( 0 , − 1 ) = [ f x x f y x f x y f y y ] = [ 2 2 2 6 ]
which is a positive-definite matrix for ALL points ( x , y ) and yields a global minimum for ( 0 , − 1 ) . Thus the minimum value is just z = f ( 0 , − 1 ) = 1 .
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The given expression can be factored as z = ( x + y + 1 ) 2 + 2 ( y + 1 ) 2 + 1 , which has a minimum of 1 when both x + y + 1 = 0 and y + 1 = 0 , i.e., when y = − 1 , x = 0 .